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Wild Bootstrap untuk Inferensi Regresi×Inferensi Bootstrap×Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×
BidangStatistikaStatistikaEkonometrika
KeluargaRegression modelRegression modelRegression model
Tahun asal198619792019
PencetusWu (1986); refined by Davidson & Flachaire (2008)Bradley EfronWooldridge (textbook treatment); classical least squares
TipeResampling-based regression inferenceResampling-based inferenceLinear regression
Sumber perintisWu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Aliaswild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrapbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımıordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Terkait555
RingkasanThe wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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ScholarGateBandingkan metode: Wild Bootstrap · Bootstrap Inference · OLS Regression. Diakses 2026-06-17 dari https://scholargate.app/id/compare